I was in Cosby's today, as I was looking to get a few jerseys done up after a year or so out of the hobby and I can confirm everything Blue Seat has said. I spoke to a couple of guys there and they do indeed get their kits from Stahl's, no mention of cutting the kits themselves in store.
They did say, though, that if they have any old kits lying around then those could be used but they most likely wouldn't be for the most popular players (so your Leetch, Graves and Richter orders will likely need to go elsewhere for true accuracy). Best to call them first when you're looking to customize that Tom Poti jersey you've always wanted .
I'm interested as to why they get the kits from Stahl's if they use Arena Wear for the sewing. Surely it's easier to just have them do all of it?